VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 414,365: 144,034 167,542 108,808 137,909 103,720 390,751 380,070: 23,614 34,295
Old : 414,365: 144,034 167,542 108,808 137,909 103,720 390,751 380,070: 23,614 34,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -4,089: 9,330 12,726 -8,402 -4,655 -13,168 -3,727 -8,844: -362 4,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 40.4 26.3 33.3 25.0 94.3 91.7: 5.7 8.3
Old : 100.0: 34.8 40.4 26.3 33.3 25.0 94.3 91.7: 5.7 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 66 80 80 40 40 152 164:
Old : 202: 66 80 80 40 40 152 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 23.0 37.8 37.1 18.2 20.6 25.6 28.5
Old : 26.6 23.0 37.8 37.1 18.2 20.6 25.6 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2014